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  4. THE COMPACT SUPPORT PROPERTY FOR SOLUTIONS TO THE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH COLORED NOISE
 
research article

THE COMPACT SUPPORT PROPERTY FOR SOLUTIONS TO THE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH COLORED NOISE

Han, Beom-Seok
•
Kim, Kunwoo
•
Yi, Jaeyun  
January 1, 2023
Siam Journal On Mathematical Analysis

We study the compact support property for solutions of the following stochastic partial differential equations: partial derivative tu=aijuxixj(t,x)+biuxi(t,x)+cu+h(t,x,u(t,x))F-center dot(t,x),(t,x)is an element of(0,infinity)xRd,where F-center dot is a spatially homogeneous Gaussian noise that is white in time and colored in space, and h(t,x,u) satisfies K-1|u|lambda <= h(t,x,u)<= K(1+|u|) for lambda is an element of(0,1) and K >= 1. We show that if the initial data u0 >= 0 has a compact support, then, under the reinforced Dalang's condition on F-center dot (which guarantees the existence and the H & ouml;lder continuity of a weak solution), all nonnegative weak solutions u(t,& sdot;) have the compact support for all t>0 with probability 1. Our results extend the works by Mueller-Perkins [Probab. Theory Relat. Fields, 93(3):325--358, 1992] and Krylov [Probab. Theory Relat. Fields, 108(4):543--557, 1997], in which they show the compact support property only for the one-dimensional SPDEs driven by space-time white noise on (0,infinity)xR

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